I hardly drill through a firewall anymore. Not only is a place hard to find but with all the padding and insulation you have to cut through just to get a drill bit in there is a pain.
Look carefully both under the dash and the engine side of the fire wall. Many things go through, like wire bundles, e-brake cable, steering column, etc. They will all have some type of rubber grommet sealing them as they go through. If you see one with reasonable access from both sides here's what you can do. I use a piece of stiff fish tape sharpened at one end (a coat hanger will do). Try poking it through the rubber grommet right next to whatever is passing through. Usually you can get it to come out on the other side. If it's a wire bundle, take care not to go kook-eyed and puncture a wire. If it goes through, great. Now tightly wrap the power wire to the fish with electrical tape. Now to make it easy, use a little lube. For me spraying the fish/power wire with simple green is all it takes (spit if you're desperate). Go to the engine side, grab the fish and pull the whole shebang through the grommet. Nice thing about this is it's self-sealing. No need to worry about water intrusion like when you hack at the rubber with a razor blade.
All vehicles these days have sensitive electronics beyond just airbags. Care in mounting the antenna and running the coax will mostly prevent any interaction. Good grounds are also important.